It all depends on the model and brand of your phone. No matter if it's Samsung, Apple, Blackberry, Nokia or other brand, you will need to take advantage of the official companion applications that are available for each of the listed brands.
As for the Android upgrade, you need to download the required PC Companion, and connect the phone to the computer or use the OTA upgrade (over-the-air) if it's possible. You can do this from Menu > Settings > About Device> Software Upgrade. In order to perform this upgrade, you need to have an unmodified mobile phone and an active Internet connection, preferably from WiFi.